BNP Paribas Call 200 CMC 21.06.20.../  DE000PC6NV84  /

Frankfurt Zert./BNP
31/05/2024  21:50:28 Chg.+0.160 Bid21:59:43 Ask21:59:43 Underlying Strike price Expiration date Option type
0.470EUR +51.61% 0.530
Bid Size: 8,000
0.540
Ask Size: 8,000
JPMORGAN CHASE ... 200.00 - 21/06/2024 Call
 

Master data

WKN: PC6NV8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 21/06/2024
Issue date: 14/03/2024
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.15
Parity: -1.32
Time value: 0.54
Break-even: 205.40
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 4.66
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.34
Theta: -0.24
Omega: 11.75
Rho: 0.03
 

Quote data

Open: 0.310
High: 0.470
Low: 0.270
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.51%
1 Month  
+113.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.290
1M High / 1M Low: 0.740 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   531.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -